-70.1%
CLSK vs SNAP
-77.2%
+7.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.0% |
| 7D | +8.8% | +0.7% | +8.1% | +8.6% |
| 30D | -6.0% | +2.6% | -8.6% | -7.0% |
| 3M | -24.4% | -9.9% | -14.5% | -23.3% |
| 6M | +19.0% | +1.9% | +17.2% | +15.6% |
| YTD | +25.4% | -32.2% | +57.6% | +36.6% |
| 1Y | +39.8% | -22.8% | +62.6% | +46.6% |
| 3Y | +177.7% | -47.6% | +225.3% | +207.0% |
| 5Y | -11.0% | -92.7% | +81.7% | +19.7% |
| All | -70.1% | -77.2% | +7.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling